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Fair value and pension fund management /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Kortleve, Niels, Nijman, Theo, Ponds, Eduard, 1958-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier, 2006.
Edición:1st ed.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Foreword / by Robert Merton
  • Introduction to 'Fair value and pension fund management' / by Niels Kortleve, Theo Nijman and Eduard Ponds
  • Pension funds at risk / by Casper van Ewijk and Martijn van de Ven
  • Building better pension plans on a 'fair value' foundation / by Ketih Ambachtsheer
  • The fair value principle / by Jon Exley
  • Techniques for market-consisten valuation of contingent claims / by John Hibbert, Steven Morrison and Craig Turnbull
  • Valuation and risk management of inflation-sensitive pension rights / by Theo Nijman and Ralph Koijen
  • Fair value for pension fund liabilities and consequences for strategic asset allocation / by Anthony J. Foley, Andrei Serjantov and Ralph Smith
  • Fair value accounting and pesnion benefit guarantees / by Zvi Bodie
  • Value and risk sharing in defined benefit pension plans / by Andrew Smith
  • Pension deals and value-based ALM / by Niels Kortleve and Eduard Ponds.